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We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

Monte Carlo estimation in plays a crucial role in stochastic reaction networks. However, reducing the statistical uncertainty of the corresponding estimators requires sampling a large number of trajectories. We propose control variates…

Methodology · Statistics 2021-10-19 Michael Backenköhler , Luca Bortolussi , Verena Wolf

Our knowledge about the "cold" Universe often relies on molecular spectra. A general property of such spectra is that the energy level populations are rarely at local thermodynamic equilibrium. Solving the radiative transfer thus requires…

Instrumentation and Methods for Astrophysics · Physics 2018-01-23 Jérôme Loreau , François Lique , Alexandre Faure

This work describes the formalism for estimating thermonuclear reaction rates for astrophysical applications, emphasizing modern statistical approaches such as Monte-Carlo sampling and Bayesian models. We discuss related topics including…

Solar and Stellar Astrophysics · Physics 2026-03-11 Christian Iliadis , Richard Longland , Kiana Setoodehnia , Caleb Marshall , Peter Mohr , Athanasios Psaltis

We use a numerically exact real-time path integral Monte Carlo scheme to compute electron transfer dynamics between two redox sites within a spin-boson approach. The case of asymmetric reactions is studied in detail in the least understood…

Condensed Matter · Physics 2009-11-10 L. Muehlbacher , R. Egger

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

The concept of molecular similarity appears in many machine-learning algorithms based on the assumption that molecules with similar representations will also share similar properties. In this work, we propose a new way to study similarity…

Chemical Physics · Physics 2025-02-07 Jan Weinreich , Konstantin Karandashev , Guido Falk von Rudorff

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

The dynamics of magnetic reversal process plays an important role in the design of the magnetic recording devices in the long time scale limit. In addition to long time scale, microscopic effects such as the entropic effect become important…

Statistical Mechanics · Physics 2009-11-10 Hwee Kuan Lee , Yutaka Okabe , X. Cheng , M. B. A. Jalil

Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…

Data Structures and Algorithms · Computer Science 2017-01-05 Mark Huber

The conceptual idea of degree of rate control (DRC) approaches is to identify the "rate limiting step" in a complex reaction network by evaluating how the overall rate of product formation changes when a small change is made in one of the…

Materials Science · Physics 2015-05-13 Hakim Meskine , Sebastian Matera , Matthias Scheffler , Karsten Reuter , Horia Metiu

The efficiency of an experimental design is ultimately measured in terms of time and resources needed for the experiment. Optimal sequential (multi-stage) design is studied in the situation where each stage involves a fixed cost. The…

Statistics Theory · Mathematics 2012-11-08 Juha Karvanen

Causal effect estimation often succeeds cost-constrained sequential data collection. This work considers multivariate linear front-door models with arbitrary unobserved confounding on treatment and response. We optimize the experimental…

Methodology · Statistics 2026-03-24 Leopold Mareis , Mathias Drton

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…

Statistical Mechanics · Physics 2013-05-20 Karsten Schwarz , Heiko Rieger

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-31 Maximilian Philipp Herzog , Heinrich von Campe , Rebecca Maria Kuntz , Lennart Röver , Björn Malte Schäfer

Radiative processes such as synchrotron radiation and Compton scattering play an important role in astrophysics. Radiative processes are fundamentally stochastic in nature, and the best tools currently used for resolving these processes…

High Energy Astrophysical Phenomena · Physics 2024-06-28 William Charles , Alexander Y. Chen

Selective adsorption in a two-dimensional model of a binary hard-disk mixture on patterned adhesive surfaces is studied using grand canonical Monte Carlo simulations. The two species have equal diameters and equal bulk chemical potentials,…

Soft Condensed Matter · Physics 2026-05-21 Nazar Kukarkin , Taras Patsahan

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained…

Computational Physics · Physics 2016-12-30 Ethan Levien , Paul C. Bressloff
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